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- 2022
-
Mark
Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment
(
- Master (Two yrs)
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Mark
Factor Models for Futures Contracts to Improve Estimation of the Correlation Matrix
(
- Master (Two yrs)
-
Mark
Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
(
- Master (Two yrs)
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Mark
Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
(
- Master (Two yrs)
-
Mark
Detektering och Visualisering av Långsiktiga Avvikande Handelsbeteenden
(
- Master (Two yrs)
- 2021
-
Mark
The Two-Envelope Problem: A Numerical Simulation
(
- Bach. Degree
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Mark
Prediction of quote acceptance in a B2B environment using Random Forests and Gradient Boosting Machines
(
- Master (Two yrs)
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Mark
Deep reinforcement learning for real-time power grid topology optimization
(
- Bach. Degree
-
Mark
How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market
(
- Master (Two yrs)
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Mark
Forward start options in Heston model
(
- Master (Two yrs)